Paul and David played their first gigs together in the summer of 2002. Shortly thereafter, Paul asked David to join forces with him and guitarist Peter Dammann to create a new version of the Paul deLay Band. The right rhythm section was crucial for the new sounds Paul and David had in mind, so Jeff Minnick and Dave Kahl were quickly recruited to play drums and bass.

It quickly became apparent that deLay and Vest together were a powerful one-two punch, with David's two-fisted Gulf Coast piano driving Paul's hardcore harmonica to new heights. At deLay's insistence, David joined him at the front of the stage, to share lead vocal duties, but vetoed Paul's suggestion that the act be renamed "The Paul deLay Band featuring David Vest."

Although Paul's songwriting had slowed down after 2001, David was writing a lot of new songs at the time, and wound up providing most of the band's new material, including the show-closing boogie numbers, with Paul providing encouragement and support for David's solo projects as well.

The Paul deLay Band toured constantly, packing blues clubs from Canada to California, and playing major festivals from Alaska to Mississippi. David and Paul played their final gig together in October 2006, shortly after playing the Arkansas Blues and Heritage Festival in Helena and touring the Mississippi Delta.

Sadly, Paul deLay's last band never made it into the studio, although Paul and the other band members, in various combinations, backed David on both of his solo CDs during this period.

However, live recordings captured the depth and power of what many people considered to be one of the finest blues bands ever put together, and a new live CD debuted at No. 7 in the Billboard national blues charts.

David remains forever grateful to longtime fans who welcomed and accepted him as Paul's sidekick. As for anyone ever replacing Paul, "forget about it," says David. "He was the last of the best."